{
  "id": "1206.3432",
  "version": "v2",
  "published": "2012-06-15T11:39:30.000Z",
  "updated": "2012-06-28T14:09:49.000Z",
  "title": "A maximum principle for fractional diffusion processes with infinite horizon",
  "authors": [
    "Sven Haadem"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our findings with an example.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2012-06-28T14:09:49.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "93E20",
      "60G22",
      "60H10",
      "49J55"
    ],
    "keywords": [
      "fractional diffusion processes",
      "infinite horizon",
      "maximum principle",
      "fractional backward stochastic differential equations",
      "optimal control"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1206.3432H"
    }
  }
}